Agency MBS Transaction Summary
            
Gross purchases from December 22 through December 28, 2016: $3,173 million 
Sales (dollar rolls) from December 22 through December 28: $0 million
Net purchases from December 22 through December 28: $3,173 million
All amounts reflect current face
    
        
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                        | Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |  
                
                    
                        | Transactions
                        ($ million) |  
                        | 
                            
                                
                                    | Maturity | Coupon | Settlement
                                    Month | FHLMC | FNMA | GNMA | GNMA2 |  
                                    | 30 Year | 3 | Jan | 252 | 332 | 0 | 323 |  
                                    |  | 3.5 | Jan | 560 | 750 | 0 | 788 |  
                                    |  | 4 | Jan | 0 | 0 | 0 | 168 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 812 | 1,082 | 0 | 1,279 |  
                                    | *Does not include trades associated with small value exercises. |  |  |